-48.8%
SE vs NSC
+24.4%
-73.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.5% | +4.5% |
| 7D | +6.7% | +1.8% | +4.9% | +6.9% |
| 30D | -17.2% | +8.8% | -26.0% | -16.4% |
| 3M | -28.0% | +1.2% | -29.3% | -27.9% |
| 6M | -6.1% | +11.3% | -17.4% | -5.2% |
| YTD | -37.1% | +20.7% | -57.9% | -35.8% |
| 1Y | -48.8% | +23.4% | -72.2% | -48.3% |
| All | -48.8% | +24.4% | -73.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling